If you had tried to talk to me about it before I had lived here I would have told you that you were crazy and that the US is really safe. And in a lot of ways it is safe, but the emotional reaction is legitimate and completely understandable.
The first time we took our kids back, one night we were out front of the house we were staying in. A truck drove by on the street and the girls kind of huddled together. I said, "What's wrong?" They said, "We don't want to get shot."
When you live in an environment where the idea of just any random person having and using a gun is close to unthinkable, shifting to an environment where anyone could have and use a gun at any time is stressful.